No. Your locations were brought over. However, they may not show up in the location controller that appears in the new version of YYahoo! Maps, as it only displays the top five locations (based on a combination of recency and frequency). If you want to see your complete collection of saved locations, you need to click on the "Manage Locations" link. This will take you to the Yahoo! Location Management Page where you can see your full collection of saved locations.
Note: In the previous version of Yahoo! Maps, support for saved locations was only available for signed in users and it is only these locations that were migrated.